Add license check

[ianardee]

Check for compatible licenses in CI

Description

Use pylic in the CI to check for compatible licenses.

Motivation and Context

Ensure the SDK is compliant with dependencies.

How Has This Been Tested

Tested in Github actions.

Types of changes

• Docs change / refactoring / dependency upgrade
• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist

• My code follows the code style of this project.
• My change requires a change to the documentation.
• I have updated the documentation accordingly.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.

[jonathanMindee]

Looks good!